+325.9%
JCI vs MDB
+1,017.4%
-691.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.1% | +6.0% | +2.3% |
| 7D | +3.8% | -17.4% | +21.3% | +5.5% |
| 30D | -5.7% | -2.0% | -3.6% | -5.8% |
| 3M | -1.4% | -3.0% | +1.6% | -1.7% |
| 6M | +4.1% | +48.7% | -44.5% | -1.3% |
| YTD | +21.7% | -12.1% | +33.9% | +20.9% |
| 1Y | +36.1% | +14.5% | +21.6% | +31.0% |
| 3Y | +154.4% | -6.1% | +160.6% | +139.9% |
| 5Y | +112.0% | -27.3% | +139.4% | +93.6% |
| All | +325.9% | +1,017.4% | -691.5% | +182.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MDB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling